If humans want to leave Earth and make a self-sufficient colony in the solar system, it looks like the best option is not Mars or the Moon, but Titan.

...Up to now, most researchers have looked at the Moon or Mars as the next step for human habitation. These destinations have the dual advantages of proximity and of not being clearly unrealistic as choices for where we should go. ... But although the Moon and Mars look like comparatively reasonable destinations, they also have a deal-breaking problem. Neither is protected by a magnetosphere or atmosphere. Galactic Cosmic Rays, the energetic particles from distant supernovae, bombard the surfaces of the Moon and Mars, and people can’t live long-term under the assault of GCRs....

On Earth, we are shielded from GCRs by water in the atmosphere. But it takes two meters of water to block half of the GCRs present in unprotected space. Practically, a Moon or Mars settlement would have to be built underground to be safe from this radiation.

Underground shelter is hard to build and not flexible or easy to expand. Settlers would need enormous excavations for room to supply all their needs for food, manufacturing and daily life. We ask why they would go to that trouble. We can live underground on Earth. What’s the advantage to doing so on Mars?... For protection from radiation, Titan has a nitrogen atmosphere 50 percent thicker than Earth’s. Saturn’s magnetosphere also provides shelter. On the surface, vast quantities of hydrocarbons in solid and liquid form lie ready to be used for energy. Although the atmosphere lacks oxygen, water ice just below the surface could be used to provide oxygen for breathing and to combust hydrocarbons as fuel.

It’s cold on Titan, at -180°C (-291°F), but thanks to its thick atmosphere, residents wouldn’t need pressure suits—just warm clothing and respirators. Housing could be made of plastic produced from the unlimited resources harvested on the surface, and could consist of domes inflated by warm oxygen and nitrogen. The ease of construction would allow huge indoor spaces....

"Myself, despite what they say about libertarians, I think we're actually allowed to pursue options beyond futility or sucking the dicks of the powerful." -- Eric the .5b